Goodness-of-fit for U-Process

• Activity Number: 186
• Type: Contributed
• Date/Time: Monday, August 4, 2014 : 10:30 AM to 12:20 PM
• Sponsor: Biometrics Section
• Author(s): Youngjoo Cho*+ and Debashis Ghosh
• Companies: Penn State and Penn State
• Keywords: U-process ; Estimating Equations ; Resampling

Abstract

Goodness of fit procedures are essential tools for assessing model fit in statistics. In this work, we present a general theory and approach to goodness of fit methodology for techniques based on U-processes. Many of the examples will focus on U-statistics of order 2. While many literatures have performed goodness of fit test for U-statistics of order one, less has been developed for U-statistics of order 2. In this poster, we propose goodness of fit test for U-statistics order 2 by using U-process theory from Nolan and Pollard (1987) and Nolan and Pollard (1988) by using estimating equations in Peng and Fine (2006) and Fygenson and Ritov (1994). We also propose resampling approach which is adapted from Lin et al. (1993). Simulation studies are used to illustrate the proposed methods.